Masters Research Reports

| 2010 | 2009 | 2008 | 2007 | 2006 | 2005 |

Completed topics 2010

• Tan Khoa Duong, Do Mergers and Acquisitions in the banking industry create value? The case of Japan.
  Supervisor(s): Dr Ian O'Connor
• Marcus Joseph Guzzardi, The Semi-Strong Efficiency of the Australian Thoroughbred Wagering Market: An Applied Test of Financial Theory
  Supervisor(s): Dr Les Coleman
• Yiying Han, Bank regulation, supervision, disclosure and the bank profitability
  Supervisor(s): Dr Rayna Brown
• Felix Chin Pui Ko, The Impact of Credit Event and Rating Actions on Implied Probability of Default
  Supervisor(s): Dr Harry Scheule
• Ying Li, CEO Compensation and Spin Offs
  Supervisor(s): Dr Qi Zeng
• Alvin Liaw, Net interest margins and risk factors: Evidence on US Commerical Banks
  Supervisor(s): Dr Zhen Shi
• Gregory Wiliam Lovell, Share Purchase Plans, Rights Issues and Placements: Australian evidence on the determinants of equity insurance methods
  Supervisor(s): Prof Rob Brown
• Ran Lu, Does international diversification really matter? - Empirical Analysis of A-REITs returns
  Supervisor(s): Assoc Prof Greg Schwann
• Lin Miao, Price Performance of Initial Public Offerings Before and During the Global Financial Crisis Period - Evidence from Australia IPO Market: 1998 - 2009.
  Supervisor(s): Dr Harald Scheule
• Ian Cameron Mitchell, An Insight into Calls of Convertible Bonds in a Dividend Poor, Information Rich Business Environment
  Supervisor(s): Prof Bruce Grundy
• Bo Pang, Bank Wholesale Funding Costs and the Cash Rate in "Noughties"
  Supervisor(s): Prof Kevin Davis
• Kagnavy Sim, Detecting False Financial Reports in U.S. Firms: Using Logistic Regression
  Supervisor(s): Dr Bryan Lim
• Yun Zhang, Unexpected Crude Oil Price Shocks and Stock Return Predictability
  Supervisor(s): Dr Liang Zhang

Completed topics 2009

• Ali Jafar Al Dawood, Determinants of Underpricing in Saudi Arabian IPOs
  Supervisor(s): Dr Les Coleman
• Jiahao Chen, Financial Experts and Payout Policies
  Supervisor(s): Dr Ali Akyol
• Jasenthu Liyana De Silva, Seasonality in the Colombo Stock Exchange: Empirical Evidence on Market and Industry Effects
  Supervisor(s): Dr Gil Aharoni
• Jasenthu Liyana Nimali De Silva, Seasonality in the Colombo Stock Exchange: Empirical Evidence on Market and Industry Effects
  Supervisor(s): Dr Gil Aharoni
• Wenjun Ding, The Relationship between Risk, CEO Compensation, and Firm Performance in the U.S Banking Industry
  Supervisor(s): Dr Harry Scheule
• Chi Chong Foo, Stock Price Performance Surrounding Actual Share Buybacks: Evidence from Australia
  Supervisor(s): Dr Ali Akyol
• Guilherme Rocha Gomes, Cross-sectional Behaviour of the Volatility Dynamics of Crude Oil and Natural Gas Futures with an Application to Value at Risk
  Supervisor(s): Dr Jonathan Dark
• Rangika Dissanayake Iddamalgoda, Systematic Risk and A-REIT Debt Characteristics
  Supervisor(s): Assoc Prof Greg Schwann
• Xiao Mei Jiang, An Empirical Analysis of Industry Effect in Capital Structure
  Supervisor(s): Dr Ali Akyol
• Yen Quynh Le, Dividend Catering Theory, Evidence in Australian Stock Market
  Supervisor(s): Dr Qi Zeng
• Monica Yoanita Octavia, Short Selling Constraints and Market Price Efficiency: the Case of the Australian Market
  Supervisor(s): Dr Bryan Lim
• Ju Shen, The Gender Gap in Top Executive Compensation
  Supervisor(s): Assoc Prof Asjeet Lamba
• Mintwab Mesfin Tafesse, Financial Contagion from Hedge-funds to Financial Markets
  Supervisor(s): Dr Rayna Brown
• Edwin Soekandar Tijoe, Bank Regulations and Supervisions: What Works Best During Systematic Banking Crisis?
  Supervisor(s): Dr Carsten Murawski
• Renxiang Wang, Globalization and bidder gains: A comparison study between US corporations that acquire targets from emerging countries and developed countries
  Supervisor(s): Assoc Prof Christine Brown
• Nan Yin, Do Quality of Earning and Cash Flows Reflect Stock Returns: An Event Study Using Japanese Market Data
  Supervisor(s): Dr Callum Scott
• Bo Zhou, Does the Positive Tradeoff Between Risk and Return Still Hold During Sub-prime Mortgage Crisis?
  Supervisor(s): Dr Jonathan Dark
• Jian Zhu, Underpricing of Foreign IPOs in the US Market: Comparison of American Depository Receipts (ADRs) IPOs and US IPOs
  Supervisor(s): Assoc Prof Greg Schwann

Completed topics 2008

• Bashar Basmaji, An Analysis of Contagion in the Pacific Rim during the current credit crisis: A hierarchical approach
  Supervisor(s): Assoc Prof Kim Sawyer
• Yuen Tak Hong, Rent-seeking in events of conflict: Evidence from the Iraq War of 2003
  Supervisor(s): Assoc Prof Asjeet Lamba
• Eric Lau, Underwriter Reputation and IPO Underpricing in Japan: Analysis of Auctions and Book-Building Offers
  Supervisor(s): Dr Qi Zeng
• Jenjang Sri Lestari, The Dividend Decision: Evidence from the Jakarta Stock Exchange
  Supervisor(s): Prof Rob Brown
• Jing Liao, Financial and Macroeconomic Variables' Predictability in the Australian Market
  Supervisor(s): Dr Jonathan Dark
• Bin Liu, The Integration Of Australian Real Estate Market and Stock Market
  Supervisor(s): Dr Rayna Brown
• Ping Liu, The Relationship Between Reputable Investment Bank and Underwriter Quality of IPO in Australian Market
  Supervisor(s): Assoc Prof Asjeet Lamba
• Qian Liu, The Price Response of REITs and Real Estate Stocks to Public Listing and Acquisition Announcements in Japanese Market
  Supervisor(s): Dr Callum Scott
• Geng Lv, Do Mutual Fund Managers Possess Hot Hands? Evidence from the UK
  Supervisor(s): Prof Rob Brown
• Jack Mok, How Equity Duration Impacts on the Cross Section of Realized Returns
  Supervisor(s): Dr Ali Akyol
• Jun Seong Park, Convergence of International Financial Markets
  Supervisor(s): Assoc Prof Greg Schwann
• Hayden Haibel Qian, Idiosyncratic Volatility and Cross-Section of Stock Returns: Australian Evidence
  Supervisor(s): Dr Carsten Murawski
• Aashna Rahman, Trading Dynamics in the Gold Market: The Lead-Lag Relationship Between the Gold Spot and Futures
  Supervisor(s): Dr Michael Ch'ng
• Ahmed Imtiaz Shahriar, Extending the VIX: Does and Industry-level Volatility Index Give Better Predictions of Future Returns?
  Supervisor(s): Prof Paul Kofman
• Henryk Adam Smyczynski, Do Investors Believe that Airlines are Disadvantaged by Competitors Entering Chapter 11 Bankruptcy Protection?
  Supervisor(s): Prof Paul Kofman
• Shu Qing Tao, Does Market Timing Affect Australian Firms' Capital Structure?
  Supervisor(s): Dr Howard Chan
• Fei Thomas Teng, Benefits of Global Diversification - Modelling the Case for Australian Listed Property Trusts
  Supervisor(s): Dr Callum Scott and Assoc Prof Greg Schwann
• Thapheatra Than, Remuneration Structure and Target CEO bargaining for bid premium in a friendly mergers: Evidence from "Mergers of Equals"
  Supervisor(s): Dr Ali Akyol
• Zheng Wang, International Financial Integration: A Panel Analysis
  Supervisor(s): Dr Ali Akyol
• Wei Wei, Can Discretionary Current Accruals Explain the Underperformance of Seasoned Equity Offerings in the Japanese Stock Market?
  Supervisor(s): Assoc Prof Greg Schwann
• Lan Xiang, Long Memory and Efficiency Of the Foreign Exchange Market: An Empirical Study of Euro Exchange Rates
  Supervisor(s): Prof Paul Kofman
• Zhu Ying, The Impact of Unit Seasoned Equity Offerings on the Underlying Stocks: Evidence from Australian Market
  Supervisor(s): Dr Sean Pinder
• Wu You, Unsuccessful Acquisitions and Overconfident CEO's Subsequent Investment Decisions
  Supervisor(s): Dr Chander Shekhar
• Tao Zhang, The Inflation Hedging Characteristics of A-REITs
  Supervisor(s): Assoc Prof Greg Schwann
• Yi Chao Zhu, A Systematic Study of Relative Size Effect on Mergers and Acquisitions: from the Perspective of Multiple Acquirers
  Supervisor(s): Dr Ali Akyol

Completed topics 2007

• Tzu Chuan Ang, The Profitability of Momentum Investing After Transaction Costs: Australian Evidence
  Supervisor(s): Prof Simon Wheatley
• Li Cai, An Empirical Investigation of IPO Returns and Subsequent Rights Issues in Australia
  Supervisor(s): Dr Qi Zeng
• Yinan Cai, Does Insider Manipulation Exist Around Open Market Stock Repurchase Announcements?
  Supervisor(s): Dr Qi Zeng
• Yang Yang Chen, Optionality and Determinants of Commodity Convenience Yields: An Australian Study
  Supervisor(s): Assoc Prof Greg Schwann
• Quoc Tuan Ho, Momentum Effect in Australia: Stock Characteristics-Based & Firm Characteristics-Based Momentum Strategies
  Supervisor(s): Dr Qi Zeng
• Shuang Huang, Does Dividend Catering Theory Work in Chinese Stock Markets?
  Supervisor(s): Dr Xin Chang
• Ahmad Fikri S Karimi, Intangible Assets and the Likelihood to Repurchase Shares in the Australian Market
  Supervisor(s): Assoc Prof Christine Brown
• Xiaozhi Liao, The Halloween Effect in Industry Sectors
  Supervisor(s): Dr Sean Pinder
• Xiao Jun Lin, Mean reversion of industry indices in Australia
  Supervisor(s): Prof Simon Wheatley
• Navjot, Motivation for Buying back Shares in Australia
  Supervisor(s): Assoc Prof John Handley
• Fei Qiao, The Usage of Derivatives & Financial Distress - A Study of gold Companies on the Australian Stock Exchange
  Supervisor(s): Dr Les Coleman
• Zheng Wu, An Investigation into Debt Maturity Structure
  Supervisor(s): Assoc Prof Christine Brown and Dr Xin Chang
• Jing Jing Xie, Which Ownership Structure Really Maximizes Shareholders' Wealth? The Case of Family Acquiring Firm Performance
  Supervisor(s): Dr Les Coleman
• Chao Yang, Pricing ASX 200 Index Options Under A GARCH Stochastic Volatility Model
  Supervisor(s): Assoc Prof John Handley

Completed topics 2006

• Vicky Siew See Chow, The Impact of liquidity Costs on the Australian Equity Options
  Supervisor(s): Assoc Prof John Handley
• Ka Shun Carlson Fung, Stock Market Driven Acquisitions Theory, Keiretsu Affiliation and Japanese Mergers and Acquisitions
  Supervisor(s): Assoc Prof Christine Brown
• Ala Khanbashi, An Index Fund to Beat the Index: An Empirical Application of Stochastic Portfolio Theory on the S&P 500
  Supervisor(s): Assoc Prof Christine Brown
• Pei Fun Liem, Downward Sloping Demand Curves for Stocks and Financing Decisions
  Supervisor(s): Dr Xin Chang
• Yu-Shan (Athena) Lin, Investigation into the Pricing of Risk-based Deposit Insurance Scheme for Authorised Deposit Taking Institutions in Australia
  Supervisor(s): Assoc Prof Christine Brown
• Kanabadee Pholyasrisawat, The Effects of Ownership Structure and Market Reaction to Seasoned Equity Offering Announcements: Empirical Evidence from Thailand
  Supervisor(s): Dr Andre Gygax
• Yuan Shi, Bankers on Board and Corporate Performance in Australia
  Supervisor(s): Dr Qi Zeng
• Ling Heng Henry Wong, Board Interlocking Networks and the Design of Executive Compensation Packages
  Supervisor(s): Dr Andre Gygax

Completed topics 2005

• Baofeng Liu, Forecasting and Trading Shanghai Stock Exchange A-Share Index: An evaluation of artificial neural network as a forecasting tool
  Supervisor(s): Callum Scott
• Ann Christina Sobfeldt-Hansen, Australian Floating Convertibles: An empirical investigation of announcement returns and price manipulation during the pricing period
  Supervisor(s): John Handley